+1,065.8%
MDB vs ETR
+245.4%
+820.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.7% | +4.6% |
| 7D | -2.8% | -1.9% | -0.8% | -2.4% |
| 30D | -14.9% | -0.2% | -14.7% | -14.9% |
| 3M | +7.3% | -3.7% | +11.1% | +8.0% |
| 6M | +38.2% | +2.1% | +36.1% | +35.8% |
| YTD | -10.9% | +16.5% | -27.4% | -15.7% |
| 1Y | +11.6% | +22.5% | -10.9% | +3.9% |
| 3Y | -0.9% | +144.7% | -145.6% | -26.1% |
| 5Y | -23.5% | +125.2% | -148.7% | -42.1% |
| All | +1,065.8% | +245.4% | +820.4% | +695.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling